Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$763.85 -0.28%
9/9 10:05

Option Volume

Detail
Current (09/09 10:05am) 1,185,971
Calls: 541,105 (46%)
Puts: 644,866 (54%)
Prior (09/08) 1,610,255
Calls: 627,658 (39%)
Puts: 982,597 (61%)
Current vs Prior -26.35%
Calls: -13.79% (Calls)
Puts: -34.37% (Puts)
Prior 7-Day Total 73,521,004
Calls: 34,177,667 (46%)
Puts: 39,343,337 (54%)
Prior 7-Day Average 10,503,000
Calls: 4,882,523 (46%)
Puts: 5,620,476 (54%)
Current vs Prior 7-Day Avg -88.71%
Calls: -88.92%
Puts: -88.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09 10:05am) $213.03M
Calls: $109.45M (51%)
Puts: $103.58M (49%)
Prior (09/08) $247.05M
Calls: $87.85M (36%)
Puts: $159.20M (64%)
Current vs Prior -13.77%
Calls: +24.58%
Puts: -34.94%
Prior 7-Day Total $8.77B
Calls: $4.34B (50%)
Puts: $4.42B (50%)
Prior 7-Day Average $1.25B
Calls: $620.43M (50%)
Puts: $631.81M (50%)
Current vs Prior 7-Day Avg -82.99%
Calls: -82.36%
Puts: -83.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09 10:05am) 1.19
Prior (09/08) 1.57
Current vs Prior -23.87%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg +2.63%
Sentiment BEARISH

Open Interest

Detail
Current (09/09 10:05am) 9,858,710
Calls: 2,457,192 (25%)
Puts: 7,401,518 (75%)
Prior (09/08) 9,674,896
Calls: 2,372,553 (25%)
Puts: 7,302,343 (75%)
Current vs Prior +1.90%
Prior 7-Day Total 65,990,490
Calls: 17,377,425 (26%)
Puts: 48,613,065 (74%)
Prior 7-Day Average 9,427,212
Calls: 2,482,489 (26%)
Puts: 6,944,723 (74%)
Current vs Prior 7-Day Avg +4.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/09) | Next (09/10)Expiry (09/09) | Next (09/11)Expiry (09/11) | Next (09/18)Expiry (09/15) | Next (10/16)
Current 0.37% | 0.67%0.37% | 0.99%0.99% | 1.79%1.58% | 3.46%
Prior 0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs Prior -33.38% | -12.62%-33.38% | -5.61%-5.61% | -0.74%+1.54% | +0.58%
Prior 7-Day Avg 0.55% | 0.75%0.34% | 0.82%0.69% | 1.42%1.92% | 3.60%
Current vs 7-Day Avg -32.71% | -10.33%+8.11% | +20.71%+43.98% | +25.72%-17.42% | -3.76%
Prior 7-Day Eod 0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs 7-Day Eod -33.38% | -12.62%-33.38% | -5.61%-5.61% | -0.74%+1.54% | +0.58%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.73% | 0.39%
Calls: 0.62% | 0.35%
Puts: 0.84% | 0.43%
Prior 1.20% | 0.85%
Calls: 1.19% | 0.64%
Puts: 1.21% | 1.06%
Current vs Prior -39.17% | -54.12%
Prior 7-Day Avg 1.23% | 1.24%
Calls: 0.93% | 0.90%
Puts: 1.53% | 1.58%
Current vs 7-Day Avg -40.72% | -68.58%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.19. P/C ratio dropping 24% - sentiment shifting bullish. Put-heavy open interest (7,401,518 puts vs 2,457,192 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:05BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH
09:55BEARISHBEARISHBEARISH
09:50BEARISHBEARISHBEARISH
09:45BEARISHNEUTRALBEARISH
09:40BEARISHNEUTRALBEARISH
09:35BEARISHNEUTRALBEARISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2,097 of results (avg 2.5%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 113.543.55$3.550.3%1.4K0.501.2K
$670.00Sep 993.7894.05$93.920.3%851.001
$762.00Sep 103.463.47$3.470.3%8780.62287
$675.00Sep 988.7989.05$88.920.3%41.003
$645.00Sep 9118.69119.04$118.870.3%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Sep 303.493.50$3.500.3%80.22778
$740.00Sep 303.353.36$3.360.3%2070.2120.7K
$745.00Sep 253.263.27$3.260.3%990.232.5K
$738.00Sep 303.093.10$3.100.3%50.19728
$739.00Oct 165.735.75$5.740.3%2270.251.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 622 found (avg $0.33, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 90.100.11$0.119.1%30.7K0.089.4K
$769.00Sep 90.060.07$0.0714.3%13.4K0.057.4K
$767.00Sep 90.180.19$0.195.3%29.1K0.135.9K
$766.00Sep 90.330.34$0.342.9%43.5K0.214.1K
$765.00Sep 90.600.61$0.611.6%64.0K0.335.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 90.130.14$0.147.1%22.3K0.086.7K
$760.00Sep 90.200.21$0.214.8%33.4K0.1213.1K
$758.00Sep 90.090.10$0.1010.0%22.4K0.065.4K
$757.00Sep 90.060.07$0.0714.3%33.7K0.045.3K
$761.00Sep 90.310.32$0.323.1%28.1K0.194.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,034 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 9138.61139.04$138.820.3%11.00--
$645.00Sep 9118.69119.04$118.870.3%21.00--
$665.00Sep 998.6399.04$98.840.4%31.001
$670.00Sep 993.7894.05$93.920.3%851.001
$675.00Sep 988.7989.05$88.920.3%41.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Sep 1115.9216.26$16.092.1%1321.00888
$781.00Sep 1116.9217.26$17.092.0%251.0013
$782.00Sep 1117.9118.25$18.081.9%61.005
$784.00Sep 1119.9120.25$20.081.7%241.002
$785.00Sep 1120.9121.25$21.081.6%--1.0016

Most actively traded options today. High liquidity = easy entry/exit. 1,691 active (total vol 1.2M, top 84.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 91.031.04$1.041.0%82.7K0.472.0K
$765.00Sep 90.600.61$0.611.6%64.0K0.335.6K
$766.00Sep 90.330.34$0.342.9%43.5K0.214.1K
$768.00Sep 90.100.11$0.119.1%30.7K0.089.4K
$763.00Sep 91.611.62$1.620.6%30.6K0.612.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 90.770.78$0.781.3%84.3K0.395.0K
$764.00Sep 91.191.20$1.190.8%55.5K0.537.0K
$762.00Sep 90.490.50$0.502.0%49.1K0.276.3K
$757.00Sep 90.060.07$0.0714.3%33.7K0.045.3K
$760.00Sep 90.200.21$0.214.8%33.4K0.1213.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 20.9%, max 28.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.6%12.2%28.4%3.7K497
$762.00Sep 9Oct 2314.8%12.1%23.0%7.7K860
$763.00Sep 9Oct 2314.1%11.9%18.5%30.6K2.1K
$764.00Sep 9Oct 2313.9%11.8%17.8%82.7K2.0K
$765.00Sep 9Oct 2313.7%11.7%16.8%64.0K6.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.6%12.2%28.4%28.1K4.0K
$762.00Sep 9Oct 2314.8%12.1%23.0%49.2K6.4K
$763.00Sep 9Oct 2314.1%11.9%18.5%84.4K5.0K
$764.00Sep 9Oct 2313.9%11.8%17.8%55.5K7.1K
$765.00Sep 9Oct 2313.7%11.7%16.8%25.7K9.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 764 found (best R:R 0.92, avg 5.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$710.00$711.00Sep 11$0.20$0.80$0.20100%4.00$710.20
$721.00$722.00Oct 2$0.15$0.85$0.1592%5.67$721.15
$712.00$713.00Oct 16$0.13$0.87$0.1389%6.69$712.13
$729.00$730.00Oct 2$0.14$0.86$0.1488%6.14$729.14
$664.00$665.00Sep 30$0.27$0.73$0.27100%2.70$664.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$787.00Oct 9$1.56$1.44$1.5686%0.92$788.44
$789.00$787.00Oct 2$1.12$0.88$1.1289%0.79$787.88
$772.00$771.00Sep 18$0.13$0.87$0.1373%6.69$771.87
$784.00$783.00Oct 16$0.18$0.82$0.1875%4.56$783.82
$786.00$785.00Sep 30$0.31$0.69$0.3188%2.23$785.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 582 found (best R:R 0.96, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 22$2.45$2.45$2.5555%0.96$767.45
$765.00$770.00Sep 21$2.43$2.43$2.5755%0.95$767.43
$765.00$770.00Sep 23$2.46$2.46$2.5455%0.97$767.46
$765.00$770.00Sep 17$2.43$2.43$2.5753%0.95$767.43
$770.00$775.00Sep 23$1.76$1.76$3.2466%0.54$771.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 10$0.11$0.11$0.8985%0.12$756.89
$761.00$760.00Sep 9$0.11$0.11$0.8981%0.12$760.89
$762.00$761.00Sep 9$0.18$0.18$0.8273%0.22$761.82
$758.00$757.00Sep 10$0.13$0.13$0.8782%0.15$757.87
$763.00$762.00Sep 9$0.28$0.28$0.7261%0.39$762.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.14, cheapest $1.12)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.2014.1%12.8%
$765.00Sep 9Sep 10$1.1213.7%12.7%
$764.00Sep 9Sep 10$1.2013.9%13.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.1214.1%12.8%
$765.00Sep 9Sep 10$1.0513.7%12.7%
$764.00Sep 9Sep 10$1.1413.9%13.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 860 found (cheapest 0.29% of stock, avg 4.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 9$1.04$1.19$2.23$761.77$766.230.29%
$763.00Sep 9$1.62$0.78$2.40$760.60$765.400.31%
$765.00Sep 9$0.61$1.77$2.38$762.62$767.380.31%
$762.00Sep 9$2.34$0.50$2.84$759.16$764.840.37%
$766.00Sep 9$0.34$2.50$2.84$763.16$768.840.37%
$761.00Sep 9$3.15$0.32$3.47$757.53$764.470.45%
$767.00Sep 9$0.19$3.35$3.54$763.46$770.540.46%
$760.00Sep 9$4.04$0.21$4.25$755.75$764.250.56%
$768.00Sep 9$0.11$4.28$4.39$763.61$772.390.57%
$764.00Sep 10$2.24$2.33$4.57$759.43$768.570.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$768.00$759.00Sep 9$0.11$0.14$0.25$758.75$768.25
$767.00$759.00Sep 9$0.19$0.14$0.33$758.67$767.33
$768.00$760.00Sep 9$0.11$0.21$0.32$759.68$768.32
$767.00$760.00Sep 9$0.19$0.21$0.40$759.60$767.40
$768.00$761.00Sep 9$0.11$0.32$0.43$760.57$768.43
$766.00$759.00Sep 9$0.34$0.14$0.48$758.52$766.48
$767.00$761.00Sep 9$0.19$0.32$0.51$760.49$767.51
$766.00$760.00Sep 9$0.34$0.21$0.55$759.45$766.55
$780.00$740.00Sep 15$0.21$0.50$0.71$739.29$780.71
$766.00$761.00Sep 9$0.34$0.32$0.66$760.34$766.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 332 found (best R:R 1.13, avg credit $0.82)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
730/731772/773Oct 2$0.53$0.4749%1.13$730.47$772.53
733/734772/773Oct 2$0.54$0.4648%1.17$733.46$772.54
738/739771/772Sep 25$0.52$0.4849%1.08$738.48$771.52
733/734772/773Sep 30$0.51$0.4950%1.04$733.49$772.51
736/737772/773Sep 30$0.53$0.4748%1.13$736.47$772.53
735/736772/773Oct 2$0.55$0.4546%1.22$735.45$772.55
732/733772/773Oct 2$0.53$0.4748%1.13$732.47$772.53
742/743769/770Sep 18$0.52$0.4849%1.08$742.48$769.52
743/744769/770Sep 18$0.53$0.4748%1.13$743.47$769.53
744/745769/770Sep 18$0.54$0.4647%1.17$744.46$769.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 307 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 23$0.14$4.8622%34.71
$745.00$750.00$755.00Sep 14$0.13$4.8714%37.46
$745.00$750.00$755.00Sep 15$0.17$4.8314%28.41
$750.00$755.00$760.00Sep 14$0.44$4.5622%10.36
$755.00$760.00$765.00Sep 15$0.68$4.3230%6.35
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.76$4.2432%5.58
$755.00$760.00$765.00Sep 15$0.69$4.3130%6.25
$750.00$755.00$760.00Sep 15$0.44$4.5621%10.36
$775.00$780.00$785.00Sep 15$0.17$4.8312%28.41
$750.00$755.00$760.00Sep 14$0.49$4.5122%9.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 952 found (best net $-18.99, 925 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 10-$18.99$41.01
$695.00$735.001:2Oct 23-$1.87$38.13
$725.00$745.001:2Sep 22-$3.70$16.30
$745.00$755.001:2Sep 22-$4.04$5.96
$725.00$740.001:2Sep 21-$11.36$3.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Sep 9-$6.04$13.96
$770.00$765.001:2Sep 14-$1.57$3.43
$765.00$760.001:2Sep 14-$0.73$4.27
$770.00$765.001:2Sep 15-$2.01$2.99
$775.00$770.001:2Sep 14-$3.25$1.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 299 found (best yield 1.97%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$764.00Oct 23$15.010.490.0%1.97%1.98%752
$765.00Oct 23$14.400.470.1%1.89%2.04%36578
$766.00Oct 23$13.800.470.3%1.81%2.09%329
$767.00Oct 23$13.230.460.4%1.73%2.14%--32
$768.00Oct 23$12.660.450.5%1.66%2.20%121.6K
$769.00Oct 23$12.100.440.7%1.58%2.26%119
$770.00Oct 23$11.560.430.8%1.51%2.32%81.5K
$771.00Oct 23$11.020.420.9%1.44%2.38%864
$772.00Oct 23$10.510.411.1%1.38%2.44%428
$773.00Oct 23$10.010.401.2%1.31%2.51%--21

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 541,105
Total Puts 644,866
Put/Call Ratio 1.19
Net Difference -103,761

Prior's Put/Call Breakdown

Total Calls 627,658
Total Puts 982,597
Put/Call Ratio 1.57
Net Difference -354,939

Prior 7-Day Put/Call Summary

Total Calls 34,177,667
Total Puts 39,343,337
Average Put/Call Ratio 1.16
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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